Estimates of pseudomoments via the Stein-Chen method (Q1415857)
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scientific article; zbMATH DE number 2015146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimates of pseudomoments via the Stein-Chen method |
scientific article; zbMATH DE number 2015146 |
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Estimates of pseudomoments via the Stein-Chen method (English)
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9 December 2003
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The compound Poisson approximations of sums of integer-valued random variables are considered. The pseudomoments are reduced to estimates in the total variation, if the initial Stein equation is repeatedly applied for the compound Poisson approximation. A slightly more general case of pseudomoments is considered, replacing \(| j-\lambda|^k\) in terms for the absolute pseudomoments by \(f(j)\cdot(j- \lambda)^k\), \(\| f\|< \infty\).
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total variation
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pseudomoment
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Poisson approximation
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integer variable
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Stein method
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random variable
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0.8229451179504395
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0.804879903793335
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0.804879903793335
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0.7984541058540344
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0.7984539866447449
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